diff --git a/06_Multivariate_Kalman_Filters.ipynb b/06_Multivariate_Kalman_Filters.ipynb index 5b67851..2ee595c 100644 --- a/06_Multivariate_Kalman_Filters.ipynb +++ b/06_Multivariate_Kalman_Filters.ipynb @@ -8779,7 +8779,7 @@ "We already talked about the symmetry of the covariance matrix; $\\sigma_{ab}=\\sigma_{ba}$. We see now why this is true from the equation for the covariance.\n", "\n", "$$\\begin{aligned} COV(x,y) &= \\frac{1}{N}\\sum_{i=1}^N (x_i - \\mu_x)(y_i - \\mu_y) \\\\\n", - "&= \\frac{1}{N}\\sum_{i=1}^N (y_i - \\mu_y)(x_i - \\mu_x \\\\\n", + "&= \\frac{1}{N}\\sum_{i=1}^N (y_i - \\mu_y)(x_i - \\mu_x) \\\\\n", "&= COV(y,x)\\end{aligned}$$\n", "\n", "This gives the covariance matrix\n",